CV: The cross-validation bandwidth selection for weighted data

In cenROC: Estimating Time-Dependent ROC Curve and AUC for Censored Data

The cross-validation bandwidth selection for weighted data

Description

This function computes the data-driven bandwidth for smoothing the ROC (or distribution) function using the CV method of Beyene and El Ghouch (2020). This is an extension of the classical (unweighted) cross-validation bandwith selection method to the case of weighted data.

Usage

CV(X, wt, ktype = "normal")

Arguments

X	The numeric data vector.
wt	The non-negative weight vector.
ktype	A character string giving the type kernel to be used: "normal", "epanechnikov", "biweight", or "triweight". By default, the "normal" kernel is used.

Details

Bowman et al (1998) proposed the cross-validation bandwidth selection method for unweighted kernal smoothed distribution function. This method is implemented in the R package kerdiest. We adapted this for the case of weighted data by incorporating the weight variable into the cross-validation function of Bowman's method. See Beyene and El Ghouch (2020) for details.

Value

Returns the computed value for the bandwith parameter.

Author(s)

Kassu Mehari Beyene and Anouar El Ghouch

References

Beyene, K. M. and El Ghouch A. (2020). Smoothed time-dependent receiver operating characteristic curve for right censored survival data. Statistics in Medicine. 39: 3373– 3396.

Bowman A., Hall P. and Trvan T.(1998). Bandwidth selection for the smoothing of distribution functions. Biometrika 85:799-808.

Quintela-del-Rio, A. and Estevez-Perez, G. (2015). kerdiest: Nonparametric kernel estimation of the distribution function, bandwidth selection and estimation of related functions. R package version 1.2.

Examples

library(cenROC)

X <- rnorm(100) # random data vector
wt <- runif(100) # weight vector

## Cross-validation bandwidth selection
CV(X = X, wt = wt)$bw

cenROC documentation built on March 31, 2023, 5:19 p.m.